Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 11.08% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 499,930 | 50,000 | 42,769 CHF | 4,777 CHF | 99.72% | 99.72% |
12/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 495,586 | 50,000 | 495,586 | 50,000 | 44,603 CHF | 5,000 CHF | 99.01% | 99.01% |
11/07/2024 | 10.40% | 0.09 CHF | 0.10 CHF | 483,197 | 50,000 | 487,692 | 50,000 | 44,503 CHF | 5,063 CHF | 99.09% | 99.09% |
10/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 45,000 CHF | 5,000 CHF | 100.00% | 100.00% |
09/07/2024 | 10.55% | 0.09 CHF | 0.10 CHF | 500,000 | 50,000 | 498,769 | 50,000 | 44,833 CHF | 4,994 CHF | 100.00% | 100.00% |
08/07/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 45,000 CHF | 5,000 CHF | 99.68% | 99.68% |
05/07/2024 | 10.39% | 0.10 CHF | 0.11 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 45,676 CHF | 5,068 CHF | 98.98% | 98.98% |
04/07/2024 | 11.53% | 0.09 CHF | 0.10 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 40,964 CHF | 4,596 CHF | 100.00% | 100.00% |
03/07/2024 | 11.58% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 40,763 CHF | 4,576 CHF | 100.00% | 100.00% |
02/07/2024 | 12.64% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 37,207 CHF | 4,221 CHF | 99.80% | 99.80% |